Don't rule out the P229. I used to have a P239, but my P228 is a much better fit to my hand. Nothing wrong with the P239, I just couldn't get comfortable with it. I have no trouble concealing the P228, and the P229 is basically the same size. The SIGarms website lists the P229 as .02 inches longer and 2.1 ounces heavier than the P228.
It is only slightly bigger than the P239, and holds five more rounds. Here are the stats comparing the P229 to the P239
overall length: 7.1" vs. 6.6"
height: 5.4" vs. 5.1"
width: 1.5" vs. 1.2"
weight: 31.1 oz. vs. 27.5 oz.
You should handle, and shoot if possible, each model before deciding.